+25.0%
IWM vs EL
+15.2%
+9.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +1.2% |
| 30D | -2.3% | +15.5% | -17.8% | -4.5% |
| 3M | +4.0% | +20.6% | -16.6% | +0.9% |
| 6M | +17.9% | +10.5% | +7.5% | +15.1% |
| YTD | +20.2% | -1.9% | +22.1% | +18.0% |
| 1Y | +25.0% | +16.1% | +8.9% | +17.9% |
| All | +25.0% | +15.2% | +9.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling